Thinks it is triggering TARGET1 when it actually triggers STOP1

[mjc4118]

I am still trying to analyze what is/was/did happen and to the best of my knowledge NinjaTrader thinks it is triggering a TARGET and not a STOP when stopped out on specific trades.

Out of my trades today executed from strategies using ATM_STRATEGY templates I got notification that "TARGET" was filled when the STOP1 was hit. These were market as TARGET exits on my chart trader trade list. I have code printed to the output window and when my TARGET1 is changed it posts a Print("Set Target: "+temptarget) to the Output window... My strategy never changed my target to any value that should could or would have resulted in a Target being HIT BELOW entry price on a LONG trade.
Please see trade # 6 on the screen shots.

[NinjaTrader_JoshP]

mjc4118,

It is very hard for me to understand the chart screenshot you have posted without reference points like the x-axis dates and such to refer to. I am not sure what exactly I am looking at. Can you please turn on the trade execution plot marker's text?

Also, to better analyze trades I suggest using the log/traces as it will provide much more detailed breakdown of your trade then the Account Performance tab can. Find the timestamp of the trade from the Account Performance report then go to the log/traces to follow the trade step by step to decipher what exactly happened.

[mjc4118]

image w/ markers and text ...will send the logs / trace to support email.

It is POSSIBLE that it MAY be something in the strategy but I watched the trades as they executed and clearly the stop was hit.. so I think it is simply that NinjaTrader just got confused somehow and thinks the STOP1 is the TARGET1

When it hit the stop..it said "TARGET FILLED" freaked me out a little

[NinjaTrader_JoshP]

Mark,

Did you manually try and close this position? Or perhaps some exit logic used in the strategy itself.

NT received a command to close the position and to do so successfully what it does is cancel the stop order and modify the target order to be below the market price which would effectively make it a market order which is why you got the target filled instead.

9/17/2010 11:50:33 AM|1|128|Closing position strategy
9/17/2010 11:50:33 AM|1|32|Order='3960c045bf004f8497cd1f49ae6fc908/Sim101' Name='Stop1' New state=PendingCancel Instrument='CL 10-10' Action=Sell Limit price=73.1 Stop price=73.3 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
9/17/2010 11:50:33 AM|1|32|Order='fe4805d80c8c44d580c368133c764865/Sim101' Name='Target1' New state=PendingChange Instrument='CL 10-10' Action=Sell Limit price=73.15 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
9/17/2010 11:50:34 AM|1|32|Order='3960c045bf004f8497cd1f49ae6fc908/Sim101' Name='Stop1' New state=Cancelled Instrument='CL 10-10' Action=Sell Limit price=73.1 Stop price=73.3 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
9/17/2010 11:50:34 AM|1|32|Order='fe4805d80c8c44d580c368133c764865/Sim101' Name='Target1' New state=Accepted Instrument='CL 10-10' Action=Sell Limit price=73.15 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
9/17/2010 11:50:34 AM|1|32|Order='fe4805d80c8c44d580c368133c764865/Sim101' Name='Target1' New state=Working Instrument='CL 10-10' Action=Sell Limit price=73.15 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
9/17/2010 11:50:34 AM|1|32|Order='fe4805d80c8c44d580c368133c764865/Sim101' Name='Target1' New state=Filled Instrument='CL 10-10' Action=Sell Limit price=73.15 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=73.3 Error=NoError Native error=''

[mjc4118]

Humm...

I should not be doing so after the order has been filled. I will put a few lines for debugging in the strategy and check and see if I am perhaps calling ATMStrategyCancel/Close ..or whatever that method is..I am only canceling in the case there is not a fill. BUT It is possible ... that my code may have a minor flaw in that logic and may be calling that rountine. I will make sure it is not before I comment further. Thanks for the help ..it gives me a place to look.... I actually hope that that is what it is ...because that I can solve!

[mjc4118]

I checked my code over the weekend.
I am only calling ATMStrategyClose in two places. In both of those cases it is when the order has not been filled. Before I call close I check for a fill. I have put some code in there to generate a print to the output window when those routines are called ... I want to be 100% sure but I am quite confident that the order is not being canceled. I will let you know what results I get today and If I get the same behavior.